+423.6%
COMP vs AGI
+127.5%
+296.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | 0.0% | -10.1% | +10.1% | +3.0% |
| 30D | +16.6% | -6.5% | +23.1% | +18.3% |
| 3M | -23.5% | -12.8% | -10.7% | -21.0% |
| 6M | +25.7% | -34.3% | +60.0% | +37.6% |
| YTD | -3.4% | -25.6% | +22.2% | +3.1% |
| 1Y | +7.6% | -14.2% | +21.8% | +12.2% |
| 3Y | +423.6% | +127.3% | +296.3% | +256.2% |
| All | +423.6% | +127.5% | +296.1% | +256.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling